market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 5.73% 0.16 CHF 0.17 CHF 300,000 300,000 304,990 304,990 51,700 CHF 54,750 CHF 99.39% 99.39%
12/07/2024 5.58% 0.18 CHF 0.19 CHF 300,000 300,000 300,525 300,525 52,371 CHF 55,376 CHF 99.05% 99.05%
11/07/2024 6.19% 0.17 CHF 0.18 CHF 300,000 300,000 332,990 332,990 52,119 CHF 55,449 CHF 90.16% 90.16%
10/07/2024 6.76% 0.15 CHF 0.16 CHF 375,000 375,000 367,448 367,448 52,508 CHF 56,182 CHF 95.46% 95.46%
09/07/2024 6.08% 0.16 CHF 0.17 CHF 325,000 325,000 325,573 325,573 51,951 CHF 55,207 CHF 99.05% 99.05%
08/07/2024 5.64% 0.17 CHF 0.18 CHF 300,000 300,000 300,000 300,000 51,764 CHF 54,764 CHF 99.22% 99.22%
05/07/2024 5.36% 0.18 CHF 0.19 CHF 300,000 300,000 295,288 295,287 53,570 CHF 56,523 CHF 99.39% 99.39%
04/07/2024 5.57% 0.18 CHF 0.19 CHF 300,000 300,000 300,312 300,312 52,465 CHF 55,468 CHF 99.39% 99.39%
03/07/2024 5.80% 0.17 CHF 0.18 CHF 325,000 325,000 307,738 307,738 51,555 CHF 54,632 CHF 98.63% 98.63%
02/07/2024 5.87% 0.16 CHF 0.17 CHF 325,000 325,000 311,181 311,181 51,484 CHF 54,596 CHF 99.04% 99.04%

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